Uses of Class
org.quantlib.PlainVanillaPayoff
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Uses of PlainVanillaPayoff in org.quantlib
Methods in org.quantlib that return PlainVanillaPayoff Modifier and Type Method Description static PlainVanillaPayoffQuantLib. as_plain_vanilla_payoff(Payoff payoff)Methods in org.quantlib with parameters of type PlainVanillaPayoff Modifier and Type Method Description static doubleQuantLib. bachelierBlackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev)static doubleQuantLib. blackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev)static doubleQuantLib. blackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev, double displacement)static doubleQuantLib. blackFormulaCashItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev)static doubleQuantLib. blackFormulaCashItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev, double displacement)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy, long maxIterations)protected static longPlainVanillaPayoff. getCPtr(PlainVanillaPayoff obj)Constructors in org.quantlib with parameters of type PlainVanillaPayoff Constructor Description SpreadOption(PlainVanillaPayoff payoff, Exercise exercise)
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